+149.3%
KRE vs EW
+2,706.0%
-2,556.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -1.6% | +6.5% | -8.1% | -3.6% |
| 30D | +4.9% | +22.5% | -17.6% | -1.9% |
| 3M | -4.5% | +13.0% | -17.5% | -8.4% |
| 6M | +7.7% | +37.1% | -29.5% | -3.4% |
| YTD | +14.5% | +24.1% | -9.6% | +5.7% |
| 1Y | +21.5% | +24.2% | -2.7% | +12.1% |
| 3Y | +91.2% | +64.8% | +26.4% | +51.5% |
| 5Y | +11.8% | -7.4% | +19.2% | +5.6% |
| 10Y | +89.3% | +248.8% | -159.4% | +6.8% |
| All | +149.3% | +2,706.0% | -2,556.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling